VOO vs. VUG
Compare and contrast key facts about Vanguard S&P 500 ETF (VOO) and Vanguard Growth ETF (VUG).
VOO and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both VOO and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOO or VUG.
Key characteristics
VOO | VUG | |
---|---|---|
YTD Return | 10.42% | 11.14% |
1Y Return | 34.26% | 45.28% |
3Y Return (Ann) | 11.43% | 11.29% |
5Y Return (Ann) | 15.04% | 18.03% |
10Y Return (Ann) | 13.04% | 15.21% |
Sharpe Ratio | 2.94 | 2.92 |
Daily Std Dev | 11.59% | 15.33% |
Max Drawdown | -33.99% | -50.68% |
Current Drawdown | -0.12% | -0.36% |
Correlation
The correlation between VOO and VUG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VOO vs. VUG - Performance Comparison
In the year-to-date period, VOO achieves a 10.42% return, which is significantly lower than VUG's 11.14% return. Over the past 10 years, VOO has underperformed VUG with an annualized return of 13.04%, while VUG has yielded a comparatively higher 15.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
VOO vs. VUG - Expense Ratio Comparison
Risk-Adjusted Performance
VOO vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.94 | ||||
Vanguard Growth ETF | 2.92 |
Dividends
VOO vs. VUG - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.33%, more than VUG's 0.53% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard Growth ETF | 0.53% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VOO vs. VUG - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VUG drawdown of -50.68%. The drawdown chart below compares losses from any high point along the way for VOO and VUG
Volatility
VOO vs. VUG - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 2.90%, while Vanguard Growth ETF (VUG) has a volatility of 3.93%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.